Download Collective2 Point-In-Time Statistics Data

The C2 Firehose lets you subscribe to anonymized real-time data generated by all trading strategies
on the C2 Platform. You can select the strategies that flow into your firehose by specifying statistical information that describes those strategies. For example:

"Show me signals generated by strategies with a Sharpe ratio greater than 1.0."

Which raises the question: is there any predictive power in strategies with Sharpe Ratios greater than 1.0?" (Or Beta less than 3? Or Annual Return greater than 10%? Etc.)

If you are not geeky and technical, you can explore these questions using our
Portfolio Time Machine. The Portfolio Time Machine lets you
explore how a portfolio would have performed over time, if you had selected strategies based on statistical criteria as calculated at a point in time previous.

If you'd like to analyze C2 data using more rigor, you can download raw point-in-time statistical data here. The data you download below is the same data that powers the Portfolio Time Machine. We provide it below in .CSV format.

About the data

The data you can access below contains selected statistics about a particular trading strategy as of a given point in time. For example, through the data, you
can learn the Sharpe Ratio
of strategy #1234 as of January 5, 2016. By comparing statistics at some time to subsequent strategy performance, you may be able to
develop novel methods of strategy selection,
or even trading strategies based on Collective2 sentiment.

We've made an effort to prevent survivorship bias from creeping into the data. (That is, we include in the early data even those strategies that subsequently fail and/or disappear from C2.)

Also: Programmers will want to examine the Collective2 API,
which allows you to access data on demand. For example, you may want to analyze strategy equity curves over time (command: retrieveSystemEquity)
in the context of the point-in-time statistics downloadable here.